"a situation headed south" means that things are not going well and are getting worse. Cap means that when he sees problems, he doesn't ignore them; he tries to do something to fix the problems.

Hello and interesting English. Often nowadays we hear about a situation 'going south' or 'pointed south' as something that is becoming worse and worse or is headed for trouble or even disaster. I am not familiar with Captain America Civil War... is this a movie? A comedy? Or historial fiction? Or course the simple answer is 'to be pointed south' means you are going in that direction. If it is talking about 'direction' then 'south' is not capitalized. If they are talking about the area or region, then it is 'the South'. For example ' I am going to take a trip down South. ' meaning I am going to that area of the USA or perhaps South America?? good luck !!